+1,237.1%
SMH vs BMRN
+254.1%
+983.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | -2.2% | -5.8% | +3.6% | -0.9% |
| 3M | -1.9% | +16.6% | -18.5% | -5.9% |
| 6M | +41.0% | +7.6% | +33.4% | +37.2% |
| YTD | +55.6% | +10.2% | +45.3% | +50.3% |
| 1Y | +86.8% | +20.2% | +66.6% | +75.8% |
| 3Y | +277.7% | -27.4% | +305.0% | +293.0% |
| 5Y | +324.2% | -16.0% | +340.2% | +322.9% |
| 10Y | +1,828.6% | -30.3% | +1,858.9% | +1,812.8% |
| All | +1,237.1% | +254.1% | +983.0% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling